Featuring a stellar line-up of industry thought leaders, Operational Risk Asia will reflect the ebb and flow of industry trends and delve deep into everything from next-generation ORM and GRC to adapâ¦

Join IBM for a gathering of senior risk and compliance executives to explore what strategies financial institutions are using to manage risk, improve processes and outcomes and meet regulatory and coâ¦

Come and learn how to optimise your balance sheet and implement and improve ALM strategies whilst focusing on the changing regulatory environment. Sessions will include insight on FTP and liquidity râ¦

Being recognised at the Hedge Funds Review European Performance Awards 2018 is the high point of any single manager or fund of hedge fund operating in Europe. The awards are recognised as the most prâ¦

This white paper discusses the steps to enabling full compliance with current regulations in Asia-Pacific. It further examines the challenges associated with new regulations and establishing a robustâ¦

Firm close to rolling out new models for redemption risk and market liquidity

Over the next two months, the asset manager will incorporate internal trade data into its existing market liquidity model, and apply machine-learning techniques to more accurately calculate the cost of liquidating fund positions in the case of redemptions.

“Liquidity is multi-dimensional and impacted by so many features. It is highly non-linear. So this is a typical [use case] for neural networks,” said Stefano